Data Exploration and Visualization for Monte Carlo Simulation

In our last release of XLMiner, our data mining product, we introduced new data exploration and visualization features. In multi-chart windows, you can create bar, line, scatterplot, boxplot, histogram, parellel coordinates and scatterplot matrix charts, with filtering, "brushing" and linking. In V12.5, you can apply this multivariate charting capability to your Monte Carlo simulation results, in Risk Solver Platform and Risk Solver Pro.

If you have a simulation model with multiple "output" cells or Uncertain Functions, and you haven't set the option "Show chart after each simulation" on any of the output cells, you'll see a simple multi-chart window as soon as you run a simulation. This appears in lieu of the dialog box with a list of output cells in the model (where you could choose only output cell to chart). Take some time time to discover what else you can do with this chart window!

Cluster Analysis of Monte Carlo Simulation Results

As a "spinoff" from Analytic Solver Platform -- which allows you to apply the full range of XLMiner's data mining methods to Monte Carlo simulation data -- in Risk Solver Platform and Risk Solver Pro, you can quickly and easily apply k-Means Clustering -- a simple form of unsupervised learning -- to your simulation results. In the right-hand side panel of the Uncertain Function dialog, there is a new group of "Clustering" options. You simply choose the number of clusters to find (k), and the index of the cluster to display. That's it! -- the cluster will appear as a "background" on the frequency charts in the Uncertain Function dialog.

Faster Simulation and Optimization with LOOKUP Functions

For Premium Solver Platform and Risk Solver Platform users who have models with VLOOKUP and HLOOKUP functions, there's good news in V12.5: Both simulation models and optimization models using these functions will run more quickly in many (though not all) cases. For simulation models, the PSI Interpreter now uses a form of "delayed evaluation" to gain speed. For optimization models, the Interpreter will attempt an algebraic transformation of the LOOKUP functions, similar to the transformation used for IF, MIN, MAX and related functions. As always, "your mileage may vary," but some models will see spectacular speedups in V12.5.

If you define more than one parameter to be varied (across either multiple optimizations, or multiple simulations), in V12.0 and earlier you had two choices: Vary all parameters simultaneously, or vary two parameters in all possible combinations. In V12.5 there is a third choice: Vary each parameter in turn, while holding the other parameters constant. For the Chart options, this new choice yields a display that some people call a "spider chart." This can be a very useful form of parametric analysis.

Guided Mode and Auto-Help Mode

In our most recent customer survey, the most highly ranked product enhancement priority was "better diagnosis and error messages." We responded to this in V12.5 with several major enhancements, in all four of Risk Solver Platform, Risk Solver Pro, Premium Solver Platform and Premium Solver Pro.

Our surveys also show that a majority of users turn off Guided Mode (which provides better diagnosis and error messages) after the first or second use. So we created three Help - Operating Mode options: Guided Mode, Auto-Help Mode, and Expert Mode. The first and last options are essentially the same as "Guided Mode On" and "Guided Mode Off" respectively. The new option, Auto-Help Mode, will display a single Guided Mode dialog only when you encounter an error condition. This can range from a "divide by zero" error, to a "no feasible solution found" message, to a condition such as "you have a linear model, but you're trying to solve it with the Evolutionary Solver." True experts may not need this help, but we think many users will be able to leave Auto-Help Mode on all the time.

Active Support and Live Chat Inside Excel

An especially useful enhancement for users is the ability to start a Live Chat with Frontline's Tech Support from inside Excel. This can be done via a menu option Help - Support Live Chat, or by simply clicking a button in a Guided Mode or Auto-Help Mode dialog reporting an error condition. When you start a Live Chat this way, information such as the last error message, model diagnosis (type and size), Excel and Windows versions, and your Lock Code for licensing are automatically sent to Frontline's support reps before the chat begins -- which can save a lot of time.

This is part of a feature we call "Active Support", an extension of the "Customer Experience Improvement Program" (CEIP) we introduced in V12.0. It is governed by a menu Help - Support Mode with options Active Support, Standard Support, and Basic Support.

Basic Support is equivalent to the support situation in V11.5, or the CEIP turned off in V12.0; it does not communicate at all with Frontline's servers.

Standard Support is equivalent to having the CEIP turned on in V12.0; it reports anonymous usage information to Frontline's servers.

Active Support is new -- it reports personalized usage information to Frontline's servers. If you use Active Support, we can follow up with you individually when you encounter an error condition.

Note that -- even in Active Support -- no information about your actual model, such as numbers or formulas in any worksheet cells, is ever reported to Frontline's servers. Only "events" that occur in our software, such as "an optimization was run", "the model was diagnosed as nonlinear", or "error message xyz appeared", are reported. We are watching out for your privacy!

All Frontline Solvers V12.5 can Solve on Desktops or Cloud-Based Servers

This fundamental new capability from V12.0 is worth mentioning again: You can easily solve your optimization or simulation model, either on your own desktop PC, or on a server run by your company or by Frontline Systems. Why solve your model on a remote server? You might be able to use a more powerful machine, or make use of a large-scale Solver Engine license that is available on the server -- it offers you more flexibility.

All Frontline Solvers for Excel now include a client that can talk to our Solver Server, which is part of Solver SDK Platform V12.0. This is very easy to use -- you simply select "Run on a Solver Server" from the dropdown menu below the Optimize and Simulate buttons on the Ribbon. Your Excel workbook model is automatically uploaded to the server, and solved by an appropriate Solver Engine on the server. The solution is downloaded to your PC and automatically updates your workbook in Excel.

Perhaps even more interesting is the ability to define a model "on the fly" in JavaScript, inside a web browser or a mobile phone, solve that model "over the wire" with Solver Server, and display the solution to the browser or mobile phone user. Read more about this.